Matches in SemOpenAlex for { <https://semopenalex.org/work/W3022383825> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W3022383825 abstract "This article investigates the existence of contagion between countries on the basis of an analysis of returns for stock indices over the period 1994-2003. The economic methodology used is that of multivariate GARCH family volatility models, particularly the DCC models in the form proposed by Engle and Sheppard (2001). The returns were duly corrected for a series of country-specific fundamentals. The relevance of this procedure is highlighted in the literature by the work of Pesaran and Pick (2003). The results obtained in this paper provide evidence favourable to the hypothesis of regional contagion in both Latin America and Asia. As a rule, contagion spread from the Asian crisis to Latin America but not in the opposite direction" @default.
- W3022383825 created "2020-05-13" @default.
- W3022383825 creator A5071567639 @default.
- W3022383825 creator A5075681407 @default.
- W3022383825 creator A5078533015 @default.
- W3022383825 creator A5087305599 @default.
- W3022383825 date "2009-01-26" @default.
- W3022383825 modified "2023-09-27" @default.
- W3022383825 title "Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals" @default.
- W3022383825 hasPublicationYear "2009" @default.
- W3022383825 type Work @default.
- W3022383825 sameAs 3022383825 @default.
- W3022383825 citedByCount "0" @default.
- W3022383825 crossrefType "posted-content" @default.
- W3022383825 hasAuthorship W3022383825A5071567639 @default.
- W3022383825 hasAuthorship W3022383825A5075681407 @default.
- W3022383825 hasAuthorship W3022383825A5078533015 @default.
- W3022383825 hasAuthorship W3022383825A5087305599 @default.
- W3022383825 hasConcept C106159729 @default.
- W3022383825 hasConcept C139719470 @default.
- W3022383825 hasConcept C149782125 @default.
- W3022383825 hasConcept C158154518 @default.
- W3022383825 hasConcept C158886217 @default.
- W3022383825 hasConcept C162324750 @default.
- W3022383825 hasConcept C166957645 @default.
- W3022383825 hasConcept C17744445 @default.
- W3022383825 hasConcept C199539241 @default.
- W3022383825 hasConcept C204036174 @default.
- W3022383825 hasConcept C205649164 @default.
- W3022383825 hasConcept C23922673 @default.
- W3022383825 hasConcept C2778300220 @default.
- W3022383825 hasConcept C2778890369 @default.
- W3022383825 hasConcept C91602232 @default.
- W3022383825 hasConceptScore W3022383825C106159729 @default.
- W3022383825 hasConceptScore W3022383825C139719470 @default.
- W3022383825 hasConceptScore W3022383825C149782125 @default.
- W3022383825 hasConceptScore W3022383825C158154518 @default.
- W3022383825 hasConceptScore W3022383825C158886217 @default.
- W3022383825 hasConceptScore W3022383825C162324750 @default.
- W3022383825 hasConceptScore W3022383825C166957645 @default.
- W3022383825 hasConceptScore W3022383825C17744445 @default.
- W3022383825 hasConceptScore W3022383825C199539241 @default.
- W3022383825 hasConceptScore W3022383825C204036174 @default.
- W3022383825 hasConceptScore W3022383825C205649164 @default.
- W3022383825 hasConceptScore W3022383825C23922673 @default.
- W3022383825 hasConceptScore W3022383825C2778300220 @default.
- W3022383825 hasConceptScore W3022383825C2778890369 @default.
- W3022383825 hasConceptScore W3022383825C91602232 @default.
- W3022383825 hasLocation W30223838251 @default.
- W3022383825 hasOpenAccess W3022383825 @default.
- W3022383825 hasPrimaryLocation W30223838251 @default.
- W3022383825 hasRelatedWork W1518398713 @default.
- W3022383825 hasRelatedWork W1587250909 @default.
- W3022383825 hasRelatedWork W1832785990 @default.
- W3022383825 hasRelatedWork W1981228359 @default.
- W3022383825 hasRelatedWork W2065367178 @default.
- W3022383825 hasRelatedWork W2091733008 @default.
- W3022383825 hasRelatedWork W2097380733 @default.
- W3022383825 hasRelatedWork W2169671836 @default.
- W3022383825 hasRelatedWork W2242915483 @default.
- W3022383825 hasRelatedWork W2246477580 @default.
- W3022383825 hasRelatedWork W2255854611 @default.
- W3022383825 hasRelatedWork W2345184696 @default.
- W3022383825 hasRelatedWork W2904721606 @default.
- W3022383825 hasRelatedWork W2954409901 @default.
- W3022383825 hasRelatedWork W3122221367 @default.
- W3022383825 hasRelatedWork W3124796122 @default.
- W3022383825 hasRelatedWork W3125463612 @default.
- W3022383825 hasRelatedWork W3126027876 @default.
- W3022383825 hasRelatedWork W3196034614 @default.
- W3022383825 hasRelatedWork W336244914 @default.
- W3022383825 isParatext "false" @default.
- W3022383825 isRetracted "false" @default.
- W3022383825 magId "3022383825" @default.
- W3022383825 workType "article" @default.